Works, but now I get this error:
Any idea how to fix that? (I just formatted that SD card)

You need a 16G or bigger USB flash drive to creat windows to go workspace, and we highly recommend using a USB hard disk or a Windows To Go Certified Drives to create windows to go workspace.
If you want to use a usb flash drive to create windows to go workspace, we recommend using SanDisk Extreme CZ80 USB 3.0 Flash Drive.